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The nexus between black and digital gold: evidence from US markets

In the context of the debate on cryptocurrencies as the ‘digital gold’, this study explores the nexus between the Bitcoin and US oil returns by employing a rich set of parametric and non-parametric approaches. We examine the dependence structure of the US oil market and Bitcoin through Clayton copul...

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Detalles Bibliográficos
Autores principales: Huynh, Toan Luu Duc, Ahmed, Rizwan, Nasir, Muhammad Ali, Shahbaz, Muhammad, Huynh, Ngoc Quang Anh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8295981/
https://www.ncbi.nlm.nih.gov/pubmed/34316086
http://dx.doi.org/10.1007/s10479-021-04192-z